Linearly constrained convex programming as unconstrained differentiable concave programming
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Publication:1897463
DOI10.1007/BF02192238zbMATH Open0829.90108OpenAlexW2003615198MaRDI QIDQ1897463FDOQ1897463
Authors: Paul Tseng 
Publication date: 27 August 1995
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02192238
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Cites Work
Cited In (7)
- On solving difference of convex functions programs with linear complementarity constraints
- An unconstrained convex programming view of linear programming
- Strict quasi-concavity and the differential barrier property of gauges in linear programming
- An unconstrained dual approach to solving Karmarkar-type linear programs using conventional barrier functions
- Title not available (Why is that?)
- On the entropic perturbation and exponential penalty methods for linear programming
- Unconstrained convex programming approach to linear programming
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